+227.7%
CNP vs AMCR
+106.4%
+121.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | -1.8% | -4.1% | +2.3% | -0.8% |
| 3M | -4.6% | +21.7% | -26.3% | -10.2% |
| 6M | -8.8% | +1.5% | -10.3% | -10.0% |
| YTD | +5.2% | +13.1% | -7.9% | 0.0% |
| 1Y | +8.3% | +16.5% | -8.2% | +1.8% |
| 3Y | +54.9% | +10.3% | +44.6% | +45.8% |
| 5Y | +73.5% | -7.7% | +81.2% | +71.3% |
| 10Y | +139.1% | +24.6% | +114.5% | +103.8% |
| All | +227.7% | +106.4% | +121.2% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling